Likelihood inference for a fractionally cointegrated vector autoregressive model (Q125805)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Likelihood inference for a fractionally cointegrated vector autoregressive model |
scientific article; zbMATH DE number 6224066
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood inference for a fractionally cointegrated vector autoregressive model |
scientific article; zbMATH DE number 6224066 |
Statements
80
0 references
6
0 references
2667-2732
0 references
2012
0 references
8 November 2013
0 references
cofractional processes
0 references
cointegration rank
0 references
fractional cointegration
0 references
likelihood inference
0 references
vector autoregressive model
0 references
0 references
0 references
0 references
Likelihood inference for a fractionally cointegrated vector autoregressive model (English)
0 references
